+282.2%
APH vs AFL
+143.8%
+138.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.5% |
| 7D | -5.9% | +0.1% | -6.1% | -6.0% |
| 30D | -14.8% | +10.0% | -24.8% | -16.9% |
| 3M | -12.4% | -1.6% | -10.9% | -12.2% |
| 6M | +8.1% | +10.5% | -2.5% | +4.2% |
| YTD | +10.9% | +14.3% | -3.3% | +5.3% |
| 1Y | +8.8% | +11.4% | -2.6% | +4.1% |
| 3Y | +262.1% | +62.4% | +199.6% | +183.4% |
| All | +282.2% | +143.8% | +138.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling